Abstract
This paper contains the extension to the parabolic case of methods developed in
Keywords
- Variational Inequality
- Discretization Scheme
- Nonlinear Partial Differential Equation
- Iteration Scheme
- Bellman Equation
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References
BELBAS, S.A., I.D. MAYERGOYZ, Applications des méthodes du point fixe aux equations de Bellman discrètes et à des inéquations quasi-variationnelles discrètes, C. R. Acad. Sci. Paris, 299 (1984), 233–236.
BELBAS, S.A., I.D. MAYERGOYZ, detailed paper, to appear.
BENSOUSSAN, A., J.L. LIONS, Applications des inéquations variationnelles en contrôle stochastique, Dunod, Paris, 1978.
BENSOUSSAN, A., J.L. LIONS, Contrôle impulsionnel et inéquations quasivariationnelles, Dunod, Paris, 1982.
DUVAUT, G., J.L., LIONS, Inequalities in mechanics and physics, Springer-Verlag, Berlin, 1976.
LENHART, S.M., S.A. BELBAS, A system of nonlinear partial differential equations arising in stochastic control with switching costs, SIAM J. Appl. Math., 43, 3, (1983), 465–475.
VARGA, R.S., Matrix iterative analysis, Prentice-Hall, Englewood Cliffs, N.J., 1962.
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© 1987 Springer-Verlag
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Belbas, S.A. (1987). Numerical solution of certain nonlinear parabolic partial differential equations. In: Gill, T.L., Zachary, W.W. (eds) Nonlinear Semigroups, Partial Differential Equations and Attractors. Lecture Notes in Mathematics, vol 1248. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077411
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DOI: https://doi.org/10.1007/BFb0077411
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17741-8
Online ISBN: 978-3-540-47791-4
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